• Journal of the Korean Data and Information Science Society
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• v.24 no.6
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• pp.1263-1274
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• 2013

VaR (value at risk), which represents the expectation of the worst loss that may occur over a period of time within a given level of confidence, is currently used by various financial institutions for the purpose of risk management. In the majority of previous studies, the probability of return has been modeled with normal distribution. Recently Chen et al. (2010) measured VaR with asymmetric Laplacian distribution. However, it is difficult to estimate the mode, the skewness, and the degree of variance that determine the shape of an asymmetric Laplacian distribution with limited data in the real-world market. In this paper, we show that the VaR estimated with (symmetric) Laplacian distribution model provides more accuracy than those with normal distribution model or asymmetric Laplacian distribution model with real world stock market data and with various statistical measures.

• Kyungpook Mathematical Journal
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• v.46 no.2
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• pp.169-180
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• 2006

This paper proves the following results: Let $f$ be a transcendental entire function, and let $k({\geq})2$ be a positive integer. If $T(r,\;f){\neq}N_{1)}(r,1/f)+S(r,\;f)$, then $ff^{(k)}$ assumes every finite nonzero value infinitely often. Also the case when f is a transcendental meromorphic function has been considered and some results are obtained.

• Proceedings of the Korea Technology Innovation Society Conference
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• 2000.11a
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• pp.259-277
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• 2000

In this paper, we suggest theoretical grounds on the problem of R&D portfolio with different option premiums utilizing the Real Options Model, which has received intensified attention as the method of assessment of R&D project with high risk. Even though there have been many studies focused on the evaluation of option value of single project from technology valuation's perspective. there are few study on the portfolio of multiple technology investment by option value using. This paper bears practical importance by showing simple examples with the option value of investment alternatives and the valuation of related risk, the construction of optimum portfolio in technology investment alternatives.

• Proceedings of the PSK Conference
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• 2003.10b
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• pp.181.3-181.3
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• 2003

Comparative molecular field analysis (CoMFA) and comparative molecular similarity indices analysis (CoMSIA) were performed on 60 PPAR-g agonists. Partial Least Squars (PLS) analysis produced good predicted models with $q^2$ value of 0.62 (SDEP=0.33, F value=93.22, $r^2$=0.92) and 0.56 (SDEP=0.47 F value=27.65, $r^2$=0.86), respectivly. The key spatial properties were detected by careful analysis of the isocontour maps.

• Journal of the Chungcheong Mathematical Society
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• v.23 no.3
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• pp.511-521
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• 2010

In this paper, we define the one-sided fuzzy set and we calculate the mean value and variance, defined by C. Carlsson and R. $Full{\acute{e}}r$, of this fuzzy set. And we obtain a result that, in some special case, the mean of the product of two fuzzy sets is the product of means of each fuzzy sets. This result can be considered as the similar result which is well-known in the independence of events in probability theory.

• Journal of the Society of Cosmetic Scientists of Korea
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• v.37 no.2
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• pp.121-127
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• 2011

Skin darkness is the source of trouble to many women. Skin darkness is the state that while skin redness and brightness are reduced, skin yellowness is increased. Skin translucency which is measured by skin color, especially brightness is an another expression of skin darkness. Skin brightness is usually expressed by L value of $L^{*} \;a^{*}\; b^{*}$ (CIELAB color space system). However, it is hard to find the relationship between L value and perceptive efficacy such as translucency because the L value is just a factor of evaluation of skin darkness. The skin with high translucency has high scattering reflective light value than low value. In this study, we measured the skin translucency of 20 ~ 30 ages men and women face by both our designed previous device which use polarized light to detect surface and scatter reflective light independently and $Lumiscan^{TM}$ which is improved designed to confirm our new device working ability by calculation of relationship between trnaslucency and scattering reflective light value. The result of this study indicate that there is a high correlation (R = 0.732, p < 0.01) between translucency and scattering reflective light value, and suggest that $Lumiscan^{TM}$ is portable and easy measuring device more that previous device.

• Korea Trade Review
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• v.47 no.2
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• pp.47-67
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• 2022

This study is to investigate the relationships between R&D collaboration and competitive advantage in Korean international venture firms from the perspective of resource-based theory, organizational learning and network theory. The R&D collaboration is divided into vertical cooperation within the value chain and horizontal cooperation beyond value chain. The first key finding from empirical analysis is that both vertical and horizontal R&D collaborations have significantly positive impacts on technology based competitive advantages. The vertical R&D collaboration has more impacts on competitive advantages than horizontal R&D collaboration. This suggests that R&D collaboration with purchasers and suppliers plays a greater role for venture organizations' competitiveness. Second, the potential knowledge based absorption capacity and mutual goodwill trust also work significantly to reinforce the positive influences of R&D collaboration to the competitive advantage. This implies that mutual trust between partners participating in collaboration and absorption capacity within venture organizations would strengthen the effectiveness of R&D cooperation. This study provides the practical implications that the performance and effectiveness of R&D collaboration may rely on the nature of cooperation partners and internal organization capability.

• Journal of Korea Technology Innovation Society
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• v.9 no.1
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• pp.84-102
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• 2006

This paper compares four models to value a biotechnology R&D project; option tree model, dynamic discounted cash flow(DCF) model, and option thinking DCF model with general DCF model. Real Options, especially 6-folded option tree model yields boner estimate of value than values using other methods. According to sensitivity analysis, sales of final products, number of investigational new drug developments(INDs) and success rates of each stage are key factors for the value of biotechnology R&D investment.

• The Korean Journal of Community Living Science
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• v.27 no.3
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• pp.509-520
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• 2016

This study was carried out to investigate the effects of adding rosemary extract powder (REP) to pork teokgalbi on its quality and storage characteristics. Five types of teokgalbi were tested, viz. with no REP added (normal, N), with 0.05% ascorbic acid added (control, C) and with 0.05% (R1), 0.1% (R2) and 0.2% (R3) of REP added. The proximate composition, calorific value, water holding capacity and cooking loss were not significantly different among the different types of pork teokgalbi. The L and a values of the teokgalbi containing REP were significantly lower than those of the N and C groups. As regards the textural characteristics, the addition of 0.2% REP increased the springiness value. In the sensory evaluation, the teokgalbi with the addition of 0.1% REP had higher scores in flavor and total acceptability. The 2-thiobarbituric acid (TBA) value, total microbial count and volatile basic nitrogen content of the teokgalbi containing 0.2% REP were lower than those of the N group. In conclusion, R3 was significantly more effective in delaying lipid peroxidation than the other treatment groups. Therefore, rosemary extract could be used as a natural antioxidant in meat products.

• Transactions of the Korean Society of Mechanical Engineers
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• v.19 no.8
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• pp.1876-1888
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• 1995

In this paper, glass surface-mat reinforced epoxy(G.S.R.E.) is developed, It is assured that the material(G.S.R.E.) can be used as photoelastic model material and it satisfy with the required properties of photoelastic model material. Therefore, the material can be used as model material of transparent photoelastic experiment when we analyze the stress distributions of transversely isotropic material by photoelastic experiment. When we use G.S.R.E. as photoelastic experiment model material, we had better use the G.S.R.E. which fiber volume ratio is less than 0.7% in the high temperature(stress freezing method) and than 1.74% in the room temperature. Relationships between stress fringe value and elastic modulus in transversely isotropic material are developed in this paper, it is assured by experiment that they are established in the room temperature or in the high temperature. Therefore we can obtain stress fringe value or elastic modulus from the relationships between stress fringe value and elastic modulus.